モンテカルロのシミュレーションは、戦略の将来のパフォーマンスについて何も結論付けていないようだ。

Just found this interesting article from Daniel today: http://mechanicalforex.com/2016/05/do-monte-carlo-simulations-say-anything-about-system-robustness.html

Very interesting find and in conclusion with my findings so far…. I´ve been running systems live for about 8 years in total (not just from SQ) that have been Monte Carlo simulated before and yet have found no conclusion so far about that strategies that had bad Monte Carlo simulation results before going live did worse than the ones which had great Monte Carlo simulation results. Daniel describes it very well, Monte Carlo simulations tend to prefer strategies that work well on smoothed data only and can make you bin profitable live strategies that work on precise price-action only and still would do great going forward (like Daniel describes it with the company that is buying forever after 2 new highs, etc). So in fact, Monte Carlo simulations can make you discard really good strategies that would have done nice going forward and hence work counter-productive for us.

Does anyone else with a solid base of live trading have any other conclusions about Monte Carlo stability versus live trading so far? Would be great to hear…

@Geektrader. Do you have any experience with Adaptrade Builder? How does it compare to SQ WRT quality of strategies created, etc?

I tested AB some years ago. Basic functions simply did not work, totally different results AB-platform. Support (owner) was very arrogant when I was trying to make him fix obvious bugs. Finally he answered that perhaps AB is not for me. I think he was right.

_{I tested AB some years ago. Basic functions simply did not work, totally different results AB-platform. Support (owner) was very arrogant when I was trying to make him fix obvious bugs. Finally he answered that perhaps AB is not for me. I think he was right.}

_{I have tested it also a lot. It has limitations and are missing features that makes it unusable. For example the Robustness test are hidden and designed by the creator from which we know nothing. WFA and WFM is not either supported and why should you trust some one else knowledge on Monte Carlo runs to trade your money.}